Dependence matrices for spatial extreme events

DOI10.1080/03610926.2013.781649MaRDI QIDQ2832633zbMATH OpenOpenAlexFDO

Authors Cecília Fonseca, Ana Paula Martins, Luisa Pereira, Helena Ferreira

Publication date 11 November 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.781649

zbMATH Keywords

\(\max\)-stable processextremal dependencerandom field

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Recommendations

• Diagnostics for pairwise extremal dependence in spatial processes
• Measuring and modelling multivariate and spatial dependence of extremes
• A dependence measure for multivariate and spatial extreme values: Properties and inference
• Generalized madogram and pairwise dependence of maxima over two regions of a random field.
• Modelling pairwise dependence of maxima in space

Cites work

• A dependence measure for multivariate and spatial extreme values: Properties and inference
• An extremal markovian sequence
• An Extreme-Type Limit Law for a Storage Process
• An introduction to copulas.
• Dependence between two multivariate extremes
• Models for stationary max-stable random fields
• Orthant tail dependence of multivariate extreme value distributions

Cited in

(3)

• Diagnostics for pairwise extremal dependence in spatial processes
• A flexible dependence model for spatial extremes
• Generalized madogram and pairwise dependence of maxima over two regions of a random field.

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